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Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique.

Aysegül Iscanoglu ÇekiçÖmür Ugur
Published in: J. Comput. Appl. Math. (2014)
Keyphrases
  • laplace transform
  • short term
  • diffusion model
  • multi agent systems
  • historical data
  • mechanism design
  • risk management
  • option pricing